+36.0%
LBTYA vs SPY
+78.1%
-42.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +8.8% | +2.6% | +6.2% | +7.2% |
| 30D | +31.8% | -2.0% | +33.8% | +33.2% |
| 3M | +2.7% | -2.8% | +5.5% | +4.2% |
| 6M | -7.7% | +2.1% | -9.9% | -9.2% |
| YTD | -3.3% | +11.5% | -14.8% | -10.0% |
| 1Y | 0.0% | +13.5% | -13.5% | -7.9% |
| 3Y | +36.0% | +77.7% | -41.7% | -19.4% |
| All | +36.0% | +78.1% | -42.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling